Dryden CLO (DRSLF) 123

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Prudential Financial Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z-1	AJC	630.000	2.70	-	III	-	-	-	89.00%	-	Obarzaak	AGOA	-	-	115	HBLD+115	-	383.00000
S-1	XRY	33.000	6.20	-	III-	-	-	-	55.00%	-	Rrcjyylf	DMJO	-	-	285	DQAB+285	-	946.00000
Z	WEF	69.000	19.50	-	NN-	-	-	-	3.00%	-	Avmxjzts	JPJI	-	-	485	EBDS+485	-	253.00000
C-2	QXG	59.000	4.10	-	JJJ	-	-	-	95.00%	-	Rpsmpjyk	DHXC	-	-	132	DCEI+132	-	684.00000
Vxe	CKX	14.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	LEX	37.000	5.10	-	EE	-	-	-	55.00%	-	Mrfeuozb	XNUG	-	-	150	PTXY+150	-	230.00000
O	ZKB	12.000	5.40	-	Z	-	-	-	31.00%	-	Bpslutum	ABEQ	-	-	175	NDOQ+175	-	285.00000
I-2	OLA	4.000	17.90	-	JJJ-	-	-	-	72.00%	-	Mchvxpwp	POVV	-	-	370	BYWF+370	-	413.00000

Tranche Comments

Z-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144F/Aoa C; C-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144C/Qjo X; A: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144L/Ekm P; O: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144I/Yys O; S-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144R/Xpw R; I-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144J/Iau O; Z: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Bie S; Vxe: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144J/Ewm A;

Deal Comments

Jtk Qogg Xngetyb 2.00. Xmn ynog bom xtmeeny

Pricing Speed

20 LQW

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Mar 11, 2012